this might be because game developers put BFGMiner inside their games and people wondered why their GPU was going to the max. which led to the fiasco of finding out games developers using this tactic to make a little more money.
it may not mean BFGMiner itself has a virus, but it has been linked to malicious use.
best bet would be to only get BFGMiner from the proper source, whenever updating
Ah I see. Best to be safe though. I think I just followed the links from here to get the download.